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valor_pendente = DecimalField(9, 2)
entrega = ForeignKeyField(
StatusEntrega, column_name='entrega', default='2')
pagamento = ForeignKeyField(
StatusPagamento, column_name='pagamento', default='2')
class Meta:
db_table = 'venda'
# Tabela relação de item comprados (carrinho de compra)
class RelacaoVenda(BaseModel):
id = CharField(max_length=25, primary_key=True)
id_venda = ForeignKeyField(Venda, column_name='id_venda')
id_produto = ForeignKeyField(Produto, column_name='id_produto')
qtde = DecimalField(9, 2)
valor_unitario = DecimalField(9, 2)
valor_total = DecimalField(9, 2)
obs = CharField(max_length=80)
class Meta:
db_table = 'relacao_venda'
# Tabela Contas a Pagar
class ContaAPagar(BaseModel):
id = PrimaryKeyField(null=False)
id_compra = ForeignKeyField(Compra, column_name='id_compra', null=True)
id_fornecedor = ForeignKeyField(Fornecedor, column_name='id_fornecedor')
descricao = CharField(max_length=150)
obs = CharField(max_length=150)
categoria = ForeignKeyField(CatAPagar, column_name='categoria')
class Alpha(BaseModel):
name = CharField(unique=True)
owner = ForeignKeyField(AlphaOwner, backref='alpha_models')
class Strategy(BaseModel):
rule = SmallIntegerField()
param = SmallIntegerField()
alpha = ForeignKeyField(Alpha, backref='strategies')
class Stats(BaseModel):
strategy = ForeignKeyField(Strategy, backref='stats')
max_dd = DecimalField(decimal_places=2, auto_round=True, default=0)
beta = DecimalField(decimal_places=2, auto_round=True, default=0)
vol = DecimalField(decimal_places=2, auto_round=True, default=0)
treynor = DecimalField(decimal_places=2, auto_round=True, default=0)
sharpe_ratio = DecimalField(decimal_places=2, auto_round=True, default=0)
ir = DecimalField(decimal_places=2, auto_round=True, default=0)
modigliani = DecimalField(decimal_places=2, auto_round=True, default=0)
var = DecimalField(decimal_places=2, auto_round=True, default=0)
cvar = DecimalField(decimal_places=2, auto_round=True, default=0)
excess_var = DecimalField(decimal_places=2, auto_round=True, default=0)
conditional_sharpe = DecimalField(decimal_places=2, auto_round=True, default=0)
omega_ratio = DecimalField(decimal_places=2, auto_round=True, default=0)
sortino = DecimalField(decimal_places=2, auto_round=True, default=0)
kappa_three = DecimalField(decimal_places=2, auto_round=True, default=0)
gain_loss = DecimalField(decimal_places=2, auto_round=True, default=0)
upside_potential = DecimalField(decimal_places=2, auto_round=True, default=0)
calmar = DecimalField(decimal_places=2, auto_round=True, default=0)
average_dd = DecimalField(decimal_places=2, auto_round=True, default=0)
average_dd_squared = DecimalField(decimal_places=2, auto_round=True, default=0)
sterling_ration = DecimalField(decimal_places=2, auto_round=True, default=0)
burke_ratio = DecimalField(decimal_places=2, auto_round=True, default=0)
status_entrega = CharField(max_length=80)
class Meta:
db_table = 'status_entrega'
# Tabela Compras
class Compra(BaseModel):
id = PrimaryKeyField(null=False)
id_fornecedor = ForeignKeyField(Fornecedor, column_name='id_fornecedor')
data_emissao = DateField()
prazo_entrega = DateField()
data_entrega = DateField()
categoria = ForeignKeyField(CatAPagar, column_name='categoria')
desconto = DecimalField(9, 2)
frete = DecimalField(9, 2)
valor_total = DecimalField(9, 2)
valor_pago = DecimalField(9, 2)
valor_pendente = DecimalField(9, 2)
entrega = ForeignKeyField(
StatusEntrega, column_name='entrega', default='2')
pagamento = ForeignKeyField(
StatusPagamento, column_name='pagamento', default='2')
class Meta:
db_table = 'compra'
# Tabela relação de item comprados (carrinho de compra)
class RelacaoCompra(BaseModel):
id = CharField(max_length=25, primary_key=True)
id_compra = ForeignKeyField(Compra, column_name='id_compra')
# Tabela Vendas
class Venda(BaseModel):
id = PrimaryKeyField(null=False)
id_cliente = ForeignKeyField(
Cliente, column_name='id_cliente')
data_emissao = DateField()
prazo_entrega = DateField()
data_entrega = DateField()
categoria = ForeignKeyField(
CatAReceber, column_name='categoria')
desconto = DecimalField(9, 2)
frete = DecimalField(9, 2)
valor_total = DecimalField(9, 2)
valor_recebido = DecimalField(9, 2)
valor_pendente = DecimalField(9, 2)
entrega = ForeignKeyField(
StatusEntrega, column_name='entrega', default='2')
pagamento = ForeignKeyField(
StatusPagamento, column_name='pagamento', default='2')
class Meta:
db_table = 'venda'
# Tabela relação de item comprados (carrinho de compra)
class RelacaoVenda(BaseModel):
id = CharField(max_length=25, primary_key=True)
id_venda = ForeignKeyField(Venda, column_name='id_venda')
id_produto = ForeignKeyField(Produto, column_name='id_produto')
qtde = DecimalField(9, 2)
valor_unitario = DecimalField(9, 2)
monthly_vol = DecimalField(decimal_places=2, auto_round=True, default=0)
monthly_skew = DecimalField(decimal_places=2, auto_round=True, default=0)
monthly_kurt = DecimalField(decimal_places=2, auto_round=True, default=0)
best_month = DecimalField(decimal_places=2, auto_round=True, default=0)
worst_month = DecimalField(decimal_places=2, auto_round=True, default=0)
yearly_sharpe = DecimalField(decimal_places=2, auto_round=True, default=0)
yearly_mean = DecimalField(decimal_places=2, auto_round=True, default=0)
yearly_vol = DecimalField(decimal_places=2, auto_round=True, default=0)
yearly_skew = DecimalField(decimal_places=2, auto_round=True, default=0)
yearly_kurt = DecimalField(decimal_places=2, auto_round=True, default=0)
worst_year = DecimalField(decimal_places=2, auto_round=True, default=0)
avg_drawdown_days = DecimalField(decimal_places=2, auto_round=True, default=0)
avg_up_month = DecimalField(decimal_places=2, auto_round=True, default=0)
avg_down_month = DecimalField(decimal_places=2, auto_round=True, default=0)
win_year_perc = DecimalField(decimal_places=2, auto_round=True, default=0)
twelve_month_win_perc = DecimalField(decimal_places=2, auto_round=True, default=0)
capital_utilization = JSONField()
rolling_sharpe = JSONField()
returns_by_month = JSONField()
returns_by_year = JSONField()
percentiles = JSONField()
drawdown_probability = JSONField()
return_probability = JSONField()
class Stats(BaseModel):
strategy = ForeignKeyField(Strategy, backref='stats')
max_dd = DecimalField(decimal_places=2, auto_round=True, default=0)
beta = DecimalField(decimal_places=2, auto_round=True, default=0)
vol = DecimalField(decimal_places=2, auto_round=True, default=0)
treynor = DecimalField(decimal_places=2, auto_round=True, default=0)
sharpe_ratio = DecimalField(decimal_places=2, auto_round=True, default=0)
ir = DecimalField(decimal_places=2, auto_round=True, default=0)
modigliani = DecimalField(decimal_places=2, auto_round=True, default=0)
var = DecimalField(decimal_places=2, auto_round=True, default=0)
cvar = DecimalField(decimal_places=2, auto_round=True, default=0)
excess_var = DecimalField(decimal_places=2, auto_round=True, default=0)
conditional_sharpe = DecimalField(decimal_places=2, auto_round=True, default=0)
omega_ratio = DecimalField(decimal_places=2, auto_round=True, default=0)
sortino = DecimalField(decimal_places=2, auto_round=True, default=0)
kappa_three = DecimalField(decimal_places=2, auto_round=True, default=0)
gain_loss = DecimalField(decimal_places=2, auto_round=True, default=0)
upside_potential = DecimalField(decimal_places=2, auto_round=True, default=0)
calmar = DecimalField(decimal_places=2, auto_round=True, default=0)
average_dd = DecimalField(decimal_places=2, auto_round=True, default=0)
average_dd_squared = DecimalField(decimal_places=2, auto_round=True, default=0)
sterling_ration = DecimalField(decimal_places=2, auto_round=True, default=0)
burke_ratio = DecimalField(decimal_places=2, auto_round=True, default=0)
average_month_return = DecimalField(decimal_places=2, auto_round=True, default=0)
average_trades_month = DecimalField(decimal_places=2, auto_round=True, default=0)
trade_count = DecimalField(decimal_places=2, auto_round=True, default=0)
alpha = DecimalField(decimal_places=2, auto_round=True, default=0)
average_trade = DecimalField(decimal_places=2, auto_round=True, default=0)
average_win = DecimalField(decimal_places=2, auto_round=True, default=0)
average_loss = DecimalField(decimal_places=2, auto_round=True, default=0)
total_wins = DecimalField(decimal_places=2, auto_round=True, default=0)
# Subclasses of other fields.
(IPField, f.StringField), # Subclass of BigIntegerField.
(TimestampField, WPDateTimeField), # Subclass of BigIntegerField.
(AutoField, f.HiddenField),
(BigIntegerField, f.IntegerField),
(DoubleField, f.FloatField),
(SmallIntegerField, f.IntegerField),
# Base-classes.
(BareField, f.StringField),
(BlobField, f.TextAreaField),
(BooleanField, f.BooleanField),
(CharField, f.StringField),
(DateField, WPDateField),
(DateTimeField, WPDateTimeField),
(DecimalField, f.DecimalField),
(FloatField, f.FloatField),
(IntegerField, f.IntegerField),
(TextField, f.TextAreaField),
(TimeField, WPTimeField),
(UUIDField, f.StringField),
))
coerce_defaults = {
BigIntegerField: int,
CharField: text_type,
DoubleField: float,
FloatField: float,
IntegerField: int,
SmallIntegerField: int,
TextField: text_type,
UUIDField: text_type,
}
value = CharField(default='')
created_at = DateTimeField(default=datetime.datetime.utcnow())
updated_at = DateTimeField(default=datetime.datetime.utcnow())
class Meta:
db_table = 'settings'
class Proposal(GovernanceClass, BaseModel):
governance_object = ForeignKeyField(GovernanceObject, related_name='proposals', on_delete='CASCADE', on_update='CASCADE')
name = CharField(default='', max_length=40)
url = CharField(default='')
start_epoch = IntegerField()
end_epoch = IntegerField()
payment_address = CharField(max_length=36)
payment_amount = DecimalField(max_digits=16, decimal_places=8)
object_hash = CharField(max_length=64)
# src/governance-validators.cpp
MAX_DATA_SIZE = 512
govobj_type = DASHD_GOVOBJ_TYPES['proposal']
class Meta:
db_table = 'proposals'
def is_valid(self):
import dashlib
printdbg("In Proposal#is_valid, for Proposal: %s" % self.__dict__)
try:
total_wins = DecimalField(decimal_places=2, auto_round=True, default=0)
total_losses = DecimalField(decimal_places=2, auto_round=True, default=0)
win_rate = DecimalField(decimal_places=2, auto_round=True, default=0)
average_mae = DecimalField(decimal_places=2, auto_round=True, default=0)
average_mfe = DecimalField(decimal_places=2, auto_round=True, default=0)
max_mae = DecimalField(decimal_places=2, auto_round=True, default=0)
min_mfe = DecimalField(decimal_places=2, auto_round=True, default=0)
ulcer_index = DecimalField(decimal_places=2, auto_round=True, default=0)
ulcer_performance_index = DecimalField(decimal_places=2, auto_round=True, default=0)
max_dd_duration = DecimalField(decimal_places=2, auto_round=True, default=0)
start = DateTimeField()
end = DateTimeField()
total_return = DecimalField(decimal_places=2, auto_round=True, default=0)
daily_sharpe = DecimalField(decimal_places=2, auto_round=True, default=0)
cagr = DecimalField(decimal_places=2, auto_round=True, default=0)
mtd = DecimalField(decimal_places=2, auto_round=True, default=0)
three_month = DecimalField(decimal_places=2, auto_round=True, default=0)
six_month = DecimalField(decimal_places=2, auto_round=True, default=0)
ytd = DecimalField(decimal_places=2, auto_round=True, default=0)
three_year = DecimalField(decimal_places=2, auto_round=True, default=0)
daily_mean = DecimalField(decimal_places=2, auto_round=True, default=0)
daily_vol = DecimalField(decimal_places=2, auto_round=True, default=0)
daily_skew = DecimalField(decimal_places=2, auto_round=True, default=0)
daily_kurt = DecimalField(decimal_places=2, auto_round=True, default=0)
best_day = DecimalField(decimal_places=2, auto_round=True, default=0)
worst_day = DecimalField(decimal_places=2, auto_round=True, default=0)
monthly_sharpe = DecimalField(decimal_places=2, auto_round=True, default=0)
monthly_mean = DecimalField(decimal_places=2, auto_round=True, default=0)
monthly_vol = DecimalField(decimal_places=2, auto_round=True, default=0)
monthly_skew = DecimalField(decimal_places=2, auto_round=True, default=0)
monthly_kurt = DecimalField(decimal_places=2, auto_round=True, default=0)
best_month = DecimalField(decimal_places=2, auto_round=True, default=0)
class Meta:
db_table = 'relacao_compra'
# Tabela Vendas
class Venda(BaseModel):
id = PrimaryKeyField(null=False)
id_cliente = ForeignKeyField(
Cliente, column_name='id_cliente')
data_emissao = DateField()
prazo_entrega = DateField()
data_entrega = DateField()
categoria = ForeignKeyField(
CatAReceber, column_name='categoria')
desconto = DecimalField(9, 2)
frete = DecimalField(9, 2)
valor_total = DecimalField(9, 2)
valor_recebido = DecimalField(9, 2)
valor_pendente = DecimalField(9, 2)
entrega = ForeignKeyField(
StatusEntrega, column_name='entrega', default='2')
pagamento = ForeignKeyField(
StatusPagamento, column_name='pagamento', default='2')
class Meta:
db_table = 'venda'
# Tabela relação de item comprados (carrinho de compra)
class RelacaoVenda(BaseModel):
id = CharField(max_length=25, primary_key=True)